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Luis H. R. Alvarez

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This is information that was supplied by Luis Alvarez in registering through RePEc. If you are Luis H. R. Alvarez , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Luis
Middle Name: H. R.
Last Name: Alvarez
Suffix:

RePEc Short-ID: pal401

Email: [This author has chosen not to make the email address public]
Homepage: http://info.tse.fi/staff.asp?id=luis.alvarez&lang=eng
Postal Address:
Phone:

Affiliation

Turun Kauppakorkeakoulu
Turun Yliopisto
Location: Turku, Finland
Homepage: http://www.tse.fi/
Email:
Phone: +358 2 333 51
Fax:
Postal: Rehtorinpellonkatu 3, FIN-20500 TURKU
Handle: RePEc:edi:tukkkfi (more details at EDIRC)

Works

as in new window

Working papers

  1. Luis H. R. Alvarez & Jani Sainio, 2010. "A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk," Papers 1006.0863, arXiv.org.
  2. Luis H.R. Alvarez & Jukka Lempa & Elias Oikarinen, 2009. "Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities?," Discussion Papers 52, Aboa Centre for Economics.
  3. Luis H. R. Alvarez & Teppo A. Rakkolainen, 2007. "Optimal Dividend Control in Presence of Downside Risk," Discussion Papers 14, Aboa Centre for Economics.
  4. Luis H. R. Alvarez, 2007. "Knightian Uncertainty, k-Ignorance, and Optimal Timing," Discussion Papers 25, Aboa Centre for Economics.
  5. Luis H. R. Alvarez & Teppo A. Rakkolainen, 2006. "A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions," Discussion Papers 9, Aboa Centre for Economics.
  6. Luis H. R. Alvarez E., 2006. "Minimum Guaranteed Payments and Costly Cancellation Rights: A Stopping Game Perspective," Discussion Papers 12, Aboa Centre for Economics.
  7. Luis H.R. Alvarez E., 2006. "Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty," Discussion Papers 4, Aboa Centre for Economics.
  8. Luis H. R. Alvarez E., 2006. "A Class of Solvable Stopping Games," Discussion Papers 11, Aboa Centre for Economics.
  9. Luis H. R. Alvarez & Erkki Koskela, 2005. "Progressive Taxation and Irreversible Investment under Uncertainty," CESifo Working Paper Series 1377, CESifo Group Munich.
  10. Luis H. R. Alvarez & Erkki Koskela, 2005. "Optimal Harvesting under Resource Stock and Price Uncertainty," CESifo Working Paper Series 1384, CESifo Group Munich.
  11. Luis H. R. Alvarez & Erkki Koskela, 2004. "Does Risk Aversion Accelerate Optimal Forest Rotation under Uncertainty?," CESifo Working Paper Series 1285, CESifo Group Munich.
  12. Luis H. R. Alvarez & Erkki Koskela, 2004. "Taxation and Rotation Age under Stochastic Forest Stand Value," CESifo Working Paper Series 1211, CESifo Group Munich.
  13. Alvarez, Luis H.R. & Koskela, Erkki, 2003. "On Forest Rotation Under Interest Rate Variability," Discussion Papers 840, The Research Institute of the Finnish Economy.
  14. Luis H. R. Alvarez & Erkki Koskela, 2003. "On the Tree-Cutting Problem under Interest Rate and Forest Value Uncertainty," CESifo Working Paper Series 870, CESifo Group Munich.
  15. Luis H. R. Alvarez & Erkki Koskela, 2003. "A General Approach to the Stochastic Rotation Problem with Amenity Valuation," CESifo Working Paper Series 857, CESifo Group Munich.
  16. Alvarez, Luis H.R. & Koskela, Erkki, 2003. "Irreversible Investment under Interest Rate Variability: Some Generalizations," Discussion Papers 841, The Research Institute of the Finnish Economy.
  17. Luis H. R. Alvarez & Erkki Koskela, 2002. "Irreversible Investment under Interest Rate Variability: New Results," CESifo Working Paper Series 640, CESifo Group Munich.
  18. Luis H. R. Alvarez & Erkki Koskela, 2001. "Wicksellian Theory of Forest Rotation under Interest Rate Variability," CESifo Working Paper Series 606, CESifo Group Munich.
  19. Alvarez Jr., L. & Kanniainen, V. & Sodersten, J., 2000. "Why is the Corporation Tax not Neutral? Anticipated Tax not Reform, Invesment Spurts and Corporate Borrowing," Papers 2000:4, Uppsala - Working Paper Series.
  20. Alvarez, Luis H.R. & Kanniainen, Vesa & Södersten, Jan, 1997. "Tax Policy Uncertainty and the Corporation - Theory of Tax-induced Investment Spurts," Working Paper Series 1997:5, Uppsala University, Department of Economics.
  21. Alvarez, L. & Kanniainen, V. & Sodersten, J., 1995. "Theory of Tax-Induced Investment Spurts," Papers 1995-18, Uppsala - Working Paper Series.

Articles

  1. Alvarez, Luis H.R., 2011. "Optimal capital accumulation under price uncertainty and costly reversibility," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1769-1788, October.
  2. Luis Alvarez & Teppo Rakkolainen, 2010. "Investment timing in presence of downside risk: a certainty equivalent characterization," Annals of Finance, Springer, vol. 6(3), pages 317-333, July.
  3. Luis H. R. Alvarez & Erkki Koskela, 2008. "Progressive Taxation, Tax Exemption, and Irreversible Investment under Uncertainty," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 10(1), pages 149-169, 02.
  4. Alvarez, Luis H.R. & Koskela, Erkki, 2007. "Optimal harvesting under resource stock and price uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2461-2485, July.
  5. Luis H. R. Alvarez & Erkki Koskela, 2007. "Irreversible Capital Accumulation and Nonlinear Tax Policy: A Note," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 63(1), pages 46-53, March.
  6. Alvarez, Luis H.R. & Stenbacka, Rune, 2007. "Partial outsourcing: A real options perspective," International Journal of Industrial Organization, Elsevier, vol. 25(1), pages 91-102, February.
  7. Alvarez, Luis H.R. & Koskela, Erkki, 2007. "Taxation and rotation age under stochastic forest stand value," Journal of Environmental Economics and Management, Elsevier, vol. 54(1), pages 113-127, July.
  8. Luis H. R. Alvarez & Erkki Koskela, 2006. "Irreversible Investment under Interest Rate Variability: Some Generalizations," The Journal of Business, University of Chicago Press, vol. 79(2), pages 623-644, March.
  9. Luis Alvarez & Jukka Virtanen, 2006. "A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation," Economic Theory, Springer, vol. 28(2), pages 373-398, 06.
  10. Alvarez, Luis H.R. & Koskela, Erkki, 2006. "Does risk aversion accelerate optimal forest rotation under uncertainty?," Journal of Forest Economics, Elsevier, vol. 12(3), pages 171-184, December.
  11. Luis Alvarez & Rune Stenbacka, 2006. "Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options," Review of Finance, European Finance Association, vol. 10(3), pages 417-441, September.
  12. Alvarez, Luis H. R. & Koskela, Erkki, 2005. "Wicksellian theory of forest rotation under interest rate variability," Journal of Economic Dynamics and Control, Elsevier, vol. 29(3), pages 529-545, March.
  13. Alvarez, Luis H R & Koskela, Erkki, 2003. "On Forest Rotation under Interest Rate Variability," International Tax and Public Finance, Springer, vol. 10(4), pages 489-503, August.
  14. Luis Alvarez & Rune Stenbacka, 2003. "Optimal risk adoption: a real options approach," Economic Theory, Springer, vol. 23(1), pages 123-147, December.
  15. Alvarez, Luis H. R. & Keppo, Jussi, 2002. "The impact of delivery lags on irreversible investment under uncertainty," European Journal of Operational Research, Elsevier, vol. 136(1), pages 173-180, January.
  16. Alvarez, Luis H. R. & Stenbacka, Rune, 2001. "Adoption of uncertain multi-stage technology projects: a real options approach," Journal of Mathematical Economics, Elsevier, vol. 35(1), pages 71-97, February.
  17. Alvarez, Luis H. R., 2001. "On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models," Insurance: Mathematics and Economics, Elsevier, vol. 28(1), pages 83-90, February.
  18. Alvarez, Luis H. R., 2000. "Singular stochastic control in the presence of a state-dependent yield structure," Stochastic Processes and their Applications, Elsevier, vol. 86(2), pages 323-343, April.
  19. Luis Alvarez & Vesa Kanniainen & Jan Södersten, 1999. "Why is the Corporation Tax Not Neutral?. Anticipated Tax Reform, Investment Spurts and Corporate Borrowing," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 56(3/4), pages 285-, July.
  20. Alvarez, Luis H. R., 1999. "Optimal exit and valuation under demand uncertainty: A real options approach," European Journal of Operational Research, Elsevier, vol. 114(2), pages 320-329, April.
  21. Alvarez, Luis H. R., 1998. "Zero coupon bonds and affine term structures: reconsidering the one-factor model," Insurance: Mathematics and Economics, Elsevier, vol. 23(1), pages 85-90, October.
  22. Alvarez, Luis H. R. & Kanniainen, Vesa & Sodersten, Jan, 1998. "Tax policy uncertainty and corporate investment: A theory of tax-induced investment spurts," Journal of Public Economics, Elsevier, vol. 69(1), pages 17-48, July.
  23. Alvarez, Luis H. R., 1998. "Exit strategies and price uncertainty: a Greenian approach," Journal of Mathematical Economics, Elsevier, vol. 29(1), pages 43-56, January.
  24. Luis Alvarez, 1996. "Demand uncertainty and the value of supply opportunities," Journal of Economics, Springer, vol. 64(2), pages 163-175, June.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2005-01-16
  2. NEP-BAN: Banking (1) 2010-06-11
  3. NEP-CFN: Corporate Finance (2) 2005-02-06 2009-08-22
  4. NEP-ENV: Environmental Economics (2) 2004-07-04 2005-02-06
  5. NEP-FIN: Finance (3) 2004-05-02 2005-01-16 2005-02-06. Author is listed
  6. NEP-MIC: Microeconomics (1) 2005-01-16
  7. NEP-PBE: Public Economics (1) 2005-01-16
  8. NEP-PUB: Public Finance (1) 2005-01-16
  9. NEP-RMG: Risk Management (1) 2010-06-11

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